+154.5%
AMGN vs JBHT
+17.1%
+137.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.2% | -1.6% | +0.4% | -1.0% |
| 30D | +11.5% | -2.3% | +13.7% | +11.8% |
| 3M | +14.4% | -18.5% | +32.9% | +17.3% |
| 6M | +40.9% | -11.3% | +52.2% | +42.6% |
| YTD | +43.5% | +12.6% | +31.0% | +40.1% |
| 1Y | +49.9% | +29.8% | +20.2% | +43.3% |
| 3Y | +84.6% | +28.1% | +56.5% | +73.8% |
| All | +154.5% | +17.1% | +137.4% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling